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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0661	5.55***
β GARCH Volatility persistence	0.0869	4.52***
γ leverage Additional response to negative shocks	0.3959	13.63***
λ₁ tau intercept Baseline long-term coefficient	1.4949	0.15
λ₂ forecast adj. Forecast performance sensitivity	0.0291	0.21
λ₃ tau persistence Long-term factor persistence	0.9019	1.49

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TransMedics Group, Inc. MF2-GARCH Volatility Analysis

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Volatility Forecast

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